Open robustport opened 1 year ago
Same for the ellipses plots, change "Stambaugh" to "Normal MLE" and change "Robust Stambaugh" to "Robust MLE". Additional Comment: The word "Stambaugh" The reasons for these is that very few users will have a clue what "Stambaugh" means, but many will know what a normal distribution MLE is, and "Robust MLE" is a fairly natural term for a robustified normal distribution MLE.
Also " Square Root of Mahalanobis Distance" is both too long, as is the name "Mahalanobis". In chapter 5 I quickly move MD and RD for Mahalanobis distances and Robust distances. Also I am careful in the text to define Mahalanobis distance as the square root of the quadratic form.
The vertical axis text should be "Distances". The left-hand panel title should be "Normal MLE", and the right-hand panel should be "Robust MLE".